Finite difference

About: Finite difference is a research topic. Over the lifetime, 19693 publications have been published within this topic receiving 408603 citations.

Mean Field Games: Numerical Methods for the Planning Problem

Abstract: Mean field games describe the asymptotic behavior of differential games in which the number of players tends to $+\infty$. Here we focus on the optimal planning problem, i.e., the problem in which the positions of a very large number of identical rational agents, with a common value function, evolve from a given initial spatial density to a desired target density at the final horizon time. We propose a finite difference semi-implicit scheme for the optimal planning problem, which has an optimal control formulation. The latter leads to existence and uniqueness of the discrete control problem. We also study a penalized version of the semi-implicit scheme. For solving the resulting system of equations, we propose a strategy based on Newton iterations. We describe some numerical experiments.

Solving the three-body Coulomb breakup problem using exterior complex scaling

Abstract: Electron-impact ionization of the hydrogen atom is the prototypical three-body Coulomb breakup problem in quantum mechanics. The combination of subtle correlation effects and the difficult boundary conditions required to describe two electrons in the continuum have made this one of the outstanding challenges of atomic physics. A complete solution of this problem in the form of a 'reduction to computation' of all aspects of the physics is given by the application of exterior complex scaling, a modern variant of the mathematical tool of analytic continuation of the electronic coordinates into the complex plane that was used historically to establish the formal analytic properties of the scattering matrix. This review first discusses the essential difficulties of the three-body Coulomb breakup problem in quantum mechanics. It then describes the formal basis of exterior complex scaling of electronic coordinates as well as the details of its numerical implementation using a variety of methods including finite difference, finite elements, discrete variable representations and B-splines. Given these numerical implementations of exterior complex scaling, the scattering wavefunction can be generated with arbitrary accuracy on any finite volume in the space of electronic coordinates, but there remains the fundamental problem of extracting the breakup amplitudes from it. Methods are described for evaluating these amplitudes. The question of the volume-dependent overall phase that appears in the formal theory of ionization is resolved. A summary is presented of accurate results that have been obtained for the case of electron-impact ionization of hydrogen as well as a discussion of applications to the double photoionization of helium.

Mimetic finite differences for elliptic problems

Abstract: We developed a mimetic finite difference method for solving elliptic equations with tensor coefficients on polyhedral meshes. The first-order convergence estimates in a mesh-dependent H 1 norm are derived.

On Quadrature Methods for Highly Oscillatory Integrals and Their Implementation

Abstract: The main theme of this paper is the construction of efficient, reliable and affordable error bounds for two families of quadrature methods for highly oscillatory integrals. We demonstrate, using asymptotic expansions, that the error can be bounded very precisely indeed at the cost of few extra derivative evaluations. Moreover, in place of derivatives it is possible to use finite difference approximations, with spacing inversely proportional to frequency. This renders the computation of error bounds even cheaper and, more importantly, leads to a new family of quadrature methods for highly oscillatory integrals that can attain arbitrarily high asymptotic order without computation of derivatives.